Anic Equity¶

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Total return since start: 0.618 %¶

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Equity now: -----------------------------> 49425.33 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45364.12 Kr¶

PnL: ---------------------------------------> 308.12 Kr¶

DD now: ---------------------------------> -6.956 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 12:32:10.256488'

Anic Portfolio¶

Today¶

Return: 1.129 %¶

This Week¶

Return: 0.248 %¶

Total portfolio value¶

Return including deposits: 61.806 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.550000 1670.040000 201.040000 13.690000 1468.999998
Sedana Medical 93 5.290000 2704.440000 183.440000 7.280000 2521.000011
Orrön Energy 180 5.730000 2174.400000 131.400000 6.430000 2043.000000
Platzer Fastigheter Holding B 12 5.320000 1021.200000 60.200000 6.260000 960.999996
Atrium Ljungberg B 5 4.150000 992.000000 57.000000 6.100000 935.000000
JM 6 3.350000 907.200000 43.200000 5.000000 864.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Catena 2 3.690000 832.800000 40.800000 5.150000 792.000000
Sagax B 4 3.050000 893.200000 39.200000 4.590000 854.000000
Hoist Finance 35 1.050000 1015.000000 35.000000 3.570000 980.000000
Hexatronic Group 12 1.880000 986.400000 19.400000 2.010000 966.999996
Bilia A 8 2.040000 918.400000 18.400000 2.040000 900.000000
Gränges 9 1.840000 945.000000 17.000000 1.830000 927.999999
BioGaia B 8 1.280000 946.400000 16.400000 1.760000 930.000000
HEXPOL B 9 -0.440000 1023.300000 2.300000 0.230000 1020.999996
Clas Ohlson B 12 0.060000 975.000000 2.000000 0.210000 972.999996
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
Byggmax Group 33 0.000000 953.040000 -2.960000 -0.310000 956.000001
OX2 13 0.620000 946.400000 -3.600000 -0.380000 949.999999
EQT 4 -0.430000 824.400000 -7.600000 -0.910000 832.000000
ASSA ABLOY B 3 -1.080000 767.400000 -11.600000 -1.490000 779.000001
Biotage 7 -1.480000 928.900000 -12.100000 -1.290000 940.999997
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
VEF 909 0.100000 1819.820000 -30.180000 -1.630000 1850.000436
SKF B 5 -2.520000 908.500000 -31.500000 -3.350000 940.000000
Addnode Group B 11 -1.890000 884.400000 -36.600000 -3.970000 921.000003
Vitec Software Group B 2 0.190000 1044.000000 -43.000000 -3.960000 1087.000000
Latour B 4 -0.590000 813.200000 -43.800000 -5.110000 857.000000
Indutrade 5 1.080000 1173.500000 -44.500000 -3.650000 1218.000000
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
Hexagon B 26 0.150000 3395.600000 -65.400000 -1.890000 3461.000010
Bufab 3 -1.990000 1032.000000 -77.000000 -6.940000 1109.000001
BHG Group 97 1.930000 1381.280000 -77.720000 -5.330000 1458.999989
TOTAL 45364.120000 308.120000 -6.95594% 45056.000411

Updated:¶

'2023-07-04 12:32:27.138431'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶